Embodiments of the present invention relate to compressed gas storage units, which in certain applications may be employed in conjunction with energy storage systems. Some embodiments may comprise one or more blow-molded polymer shells, formed for example from polyethylene terephthalate (PET) or ultra-high molecular weight polyethylene (UHMWPE). Embodiments of compressed gas storage units may be composite in nature, for example comprising carbon fiber filament(s) wound with a resin over a liner. A compressed gas storage unit may further include a heat exchanger element comprising a heat pipe or apparatus configured to introduce liquid directly into the storage unit for heat exchange with the compressed gas present therein.